It depends on the game version. In generation IV games, riolu is obtained with an egg from Riley. The chances of a girl are slim, so when you go to summary and see "Sounds can be heard from inside! It will hatch soon!" save your game and keep trying. In black and white, you go to challengers cave west of Opelucid City. You need a national pokedex and a pokemon that knows flash. Your strongest pokemon won't hurt, either because there's some pretty tough trainers in there. Once you go down the first flight of stairs, you start encountering Riolus. There are also woobats, boldores, gravelers, and if you're at the bottom floor, you may encounter basculin. That combined with the large probability of a boy riolu, make an extremely small chance of encountering a female riolu. To repel accidentally knocking out a girl riolu, you might want to bring tons of quick balls and dusk balls. False swipe will help. For both strategys, you need LOTS of patience. !
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